BUG: bug in groupby on empty frame with multi groupers

xref pandas-dev#14784

Author: jreback

doc/source/whatsnew/v0.20.0.txt

@@ -1600,7 +1600,7 @@ Indexing
 - Bug in the HTML display with with a ``MultiIndex`` and truncation (:issue:`14882`)
 - Bug in the display of ``.info()`` where a qualifier (+) would always be displayed with a ``MultiIndex`` that contains only non-strings (:issue:`15245`)
 - Bug in ``pd.concat()`` where the names of ``MultiIndex`` of resulting ``DataFrame`` are not handled correctly when ``None`` is presented in the names of ``MultiIndex`` of input ``DataFrame`` (:issue:`15787`)
-- Bug in ``DataFrame.sort_index()`` and ``Series.sort_index()`` where ``na_position`` doesn't work with a ``MultiIndex`` (:issue:`14784`)
+- Bug in ``DataFrame.sort_index()`` and ``Series.sort_index()`` where ``na_position`` doesn't work with a ``MultiIndex`` (:issue:`14784`, :issue:`16604`)
 
 I/O
 ^^^

pandas/core/indexes/multi.py

@@ -1645,10 +1645,11 @@ def _get_labels_for_sorting(self):
         """
         from pandas.core.categorical import Categorical
 
-        return [Categorical.from_codes(label,
-                                       np.arange(np.array(label).max() + 1,
-                                                 dtype=label.dtype),
-                                       ordered=True)
+        def cats(label):
+            return np.arange(np.array(label).max() + 1 if len(label) else 0,
+                             dtype=label.dtype)
+
+        return [Categorical.from_codes(label, cats(label), ordered=True)
                 for label in self.labels]
 
     def sortlevel(self, level=0, ascending=True, sort_remaining=True):

pandas/tests/groupby/test_nth.py

@@ -232,3 +232,17 @@ def test_nth_multi_index_as_expected(self):
                                           ['one', 'two', 'one', 'two']],
                                          names=['A', 'B']))
         assert_frame_equal(result, expected)
+
+
+def test_nth_empty():
+    # GH 16064
+    df = DataFrame(index=[0], columns=['a', 'b', 'c'])
+    result = df.groupby('a').nth(10)
+    expected = DataFrame(index=Index([], name='a'), columns=['b', 'c'])
+    assert_frame_equal(result, expected)
+
+    result = df.groupby(['a', 'b']).nth(10)
+    expected = DataFrame(index=MultiIndex([[], []], [[], []],
+                                          names=['a', 'b']),
+                         columns=['c'])
+    assert_frame_equal(result, expected)